Details about Philip Hans Franses
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Last updated 2022-08-15. Update your information in the RePEc Author Service.
Short-id: pfr226
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Working Papers
2022
- Forecasting: theory and practice
Papers, arXiv.org View citations (30)
See also Journal Article in International Journal of Forecasting (2022)
- Gaussian Copula Regression in the Presence of Thresholds
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
2021
- Heterogeneity in Manufacturing Growth Risk
Tinbergen Institute Discussion Papers, Tinbergen Institute
2020
- An introduction to time-varying lag autoregression
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in JRFM (2020)
- Measuring the effect of perceived corruption on detention and incident risk – an empirical analysis
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
2019
- Big Data Analysis of Volatility Spillovers of Brands across Social Media and Stock Markets
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Do African economies grow similarly?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Estimates of quarterly GDP growth using MIDAS regressions
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Estimating persistence for irregularly spaced historical data
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Quality & Quantity: International Journal of Methodology (2021)
- Forecasting Annual Inflation in Suriname
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Forecasting own brand sales: Does incorporating competition help?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- IMA(1,1) as a new benchmark for forecast evaluation
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
See also Journal Article in Applied Economics Letters (2020)
- Professional Forecasters and January
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Real GDP growth in Africa, 1963-2016
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
2018
- Aggregate statistics on trafficker-destination relations in the Atlantic slave trade
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2018)
- Evaluating heterogeneous forecasts for vintages of macroeconomic variables
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Journal of Forecasting (2022)
- Forecasting social conflicts in Africa using an Epidemic Type Aftershock Sequence model
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Forecasting (2020)
- Intertemporal Similarity of Economic Time Series
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
- Model-based forecast adjustment; with an illustration to inflation
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Journal of Forecasting (2019)
2017
- Spurious Principal Components
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Applied Economics Letters (2019)
- This time it is different! Or not?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
2016
- Recovering historical inflation data from postal stamps prices
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in JRFM (2017)
- Volatility Spillovers Across User-Generated Content and Stock Market Performance
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
- Yet another look at MIDAS regression
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
2015
- Benchmarking judgmentally adjusted forecasts
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in International Journal of Finance & Economics (2017)
- Consensus forecasters: How good are they individually and why?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
- Exploiting Spillovers to forecast Crashes
Tinbergen Institute Discussion Papers, Tinbergen Institute 
See also Journal Article in Journal of Forecasting (2017)
- How Informative are the Unpredictable Components of Earnings Forecasts?
Tinbergen Institute Discussion Papers, Tinbergen Institute
- How to gain brain for Suriname
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Return migration of high skilled workers
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Risk attitudes in company boardrooms in a developing country
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
- Risk attitudes in the board room and company performance: Evidence for an emerging economy
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Annals of Financial Economics (AFE) (2016)
- Specification Testing in Hawkes Models
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
See also Journal Article in The Journal of Financial Econometrics (2017)
- Stochastic levels and duration dependence in US unemployment
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- The Davies Problem: A New Test for Random Slope in the Hierarchical Linear Model
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
2014
- A Novel Approach to Measuring Consumer Confidence
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Econometrics and Statistics (2017)
- Are Chinese Individuals prone to Money Illusion?
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (6)
- Do loss profiles on the mortgage market resonate with changes in macro economic prospects, business cycle movements or policy measures?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Does a financial crisis make consumers increasingly prudent?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Interpreting Financial Market Crashes as Earthquakes: A New early Warning System for Medium Term Crashes
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (3)
See also Journal Article in Journal of Banking & Finance (2015)
- Microeconomic determinants of skilled migration: The case of Suriname
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- The Stock Exchange of Suriname: Returns, Volatility, Correlations and Weak-form Efficiency
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Emerging Markets Finance and Trade (2015)
- The life cycle of social media
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
See also Journal Article in Applied Economics Letters (2015)
2013
- Analyzing Fixed-Event Forecast Revisions
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (6)
Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011)  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2013)  Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)  KIER Working Papers, Kyoto University, Institute of Economic Research (2011) 
See also Journal Article in International Journal of Forecasting (2013)
- Are Forecast Updates Progressive?
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (4)
Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) View citations (4) MPRA Paper, University Library of Munich, Germany (2013) View citations (4) Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)  KIER Working Papers, Kyoto University, Institute of Economic Research (2011) 
See also Journal Article in Mathematics and Computers in Simulation (MATCOM) (2013)
- Are we in a bubble? A simple time-series-based diagnostic
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
- Forecasting Earnings Forecasts
Tinbergen Institute Discussion Papers, Tinbergen Institute
- Low-fat, light, and reduced in calories
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
- Size and value effects in Suriname
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
2012
- Do Commercial Real Estate Prices Have Predictive Content for GDP
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Applied Economics (2013)
- Evaluating Macroeconomic Forecasts: A Concise Review of Some Recent Developments
Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico 
Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2012) View citations (7)
See also Journal Article in Journal of Economic Surveys (2014)
- Income, Cultural Norms and Purchases of Counterfeits
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Managing Sales Forecasters
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
- Risk Perception and Decision-Making by the Corporate Elite: Empirical Evidence for Netherlands-based Companies
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (3)
- Statistical Institutes and Economic Prosperity
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Quality & Quantity: International Journal of Methodology (2014)
- The Late 1970's Bubble in Dutch Collectible Postage Stamps
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Empirical Economics (2016)
- What drives the Quotes of Earnings Forecasters?
Tinbergen Institute Discussion Papers, Tinbergen Institute
2011
- "Borrowing money costs money": Yes, but why not tell how much?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Do Experts incorporate Statistical Model Forecasts and should they?
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) View citations (2)
- Do Experts' SKU Forecasts improve after Feedback?
Tinbergen Institute Discussion Papers, Tinbergen Institute 
Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2011) 
See also Journal Article in Journal of Forecasting (2014)
- Emigration, wage differentials and brain drain: The case of Suriname
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
See also Journal Article in Applied Economics (2015)
- Estimating Loss Functions of Experts
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2011) View citations (2)
See also Journal Article in Applied Economics (2017)
- Evaluating Individual and Mean Non-Replicable Forecasts
KIER Working Papers, Kyoto University, Institute of Economic Research 
Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011) 
See also Journal Article in Journal for Economic Forecasting (2012)
- Evaluating Macroeconomic Forecasts: A Review of Some Recent Developments
KIER Working Papers, Kyoto University, Institute of Economic Research View citations (1)
Also in Documentos de Trabajo del ICAE, Universidad Complutense de Madrid, Facultad de Ciencias Económicas y Empresariales, Instituto Complutense de Análisis Económico (2011)  Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010)  CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2010)
- Evaluating the Rationality of Managers' Sales Forecasts
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Financial innumeracy
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Inequality amongst the wealthiest and its link with economic growth
Post-Print, HAL 
Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2010) 
See also Journal Article in Applied Economics (2012)
- The Impact of Mobile Telephone Use on Economic Development of Households in Uganda
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (5)
- Visualizing attitudes towards service levels
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
2010
- Approximating the DGP of China's Quarterly GDP
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Applied Economics (2013)
- Asymmetric Time Aggregation and its Potential Benefits for Forecasting Annual Data
Economics Series, Institute for Advanced Studies 
See also Journal Article in Empirical Economics (2015)
- Combining Non-Replicable Forecasts
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Correcting for Survey Effects in Pre-election Polls
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Statistica Neerlandica (2011)
- Decomposing bias in expert forecast
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Diffusion of Original and Counterfeit Products in a Developing Country
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
- Diffusion of counterfeit medical products in a developing country: Empirical evidence for Suriname
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Do Charities Get More when They Ask More Often? Evidence from a Unique Field Experiment
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam 
See also Journal Article in Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics) (2017)
- Does Disagreement Amongst Forecasters have Predictive Value?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
Also in Tinbergen Institute Discussion Papers, Tinbergen Institute (2010) View citations (2)
See also Journal Article in Journal of Forecasting (2015)
- Does news on real Chinese GDP growth impact stock markets?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Evaluating Combined Non-Replicable Forecast
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
Also in KIER Working Papers, Kyoto University, Institute of Economic Research (2010)
- How Accurate are Government Forecasts of Economic Fundamentals? The Case of Taiwan
KIER Working Papers, Kyoto University, Institute of Economic Research View citations (15)
Also in CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo (2009) View citations (11)
See also Journal Article in International Journal of Forecasting (2011)
- Modeling Seasonality in New Product Diffusion
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
See also Journal Article in Marketing Science (2012)
- Ranking Models in Conjoint Analysis
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- The Launch Timing of New and Dominant Multigeneration Technologies
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
- The hemline and the economy: is there any match?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- To Aggregate or Not to Aggregate: Should decisions and models have the same frequency?
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
2009
- Cointegration in a historical perspective
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Journal of Econometrics (2010)
- Does ratification matter and do major conventions improve safety and decrease pollution in shipping?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (8)
See also Journal Article in Marine Policy (2009)
- Does the FOMC Have Expertise, and Can It Forecast?
CIRJE F-Series, CIRJE, Faculty of Economics, University of Tokyo 
Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2008)
- Forecasting Sales
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- How Accurate are Government Forecast of Economic Fundamentals?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
- Jury report on the KVS award for the best Doctoral Thesis in Economics of the academic years 2006-2007 and 2007-2008
Other publications TiSEM, Tilburg University, School of Economics and Management 
See also Journal Article in De Economist (2009)
- Modelling health care expenditures; overview of the literature and evidence from a panel time series model
CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis View citations (4)
- Testing Changing Harmonic Regressors
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Testing Earning Management
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Statistica Neerlandica (2013)
- Testing for seasonal unit roots in monthly panels of time series
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Oxford Bulletin of Economics and Statistics (2011)
2008
- Analyzing preferences ranking when there are too many alternatives
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Does Irritation Induced by Charitable Direct Mailings Reduce Donations?
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam 
See also Journal Article in International Journal of Research in Marketing (2009)
- Expert opinion versus expertise in forecasting
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
See also Journal Article in Statistica Neerlandica (2009)
- Experts' Stated Behavior
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
See also Journal Article in Interfaces (2009)
- Incorporating responsiveness to marketing efforts in brand choice modelling
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Econometrics (2014)
- Measuring weekly consumer confidence
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Model selection for forecast combination
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Applied Economics (2011)
- Modeling the Effectiveness of Hourly Direct-Response Radio Commercials
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam 
Also in Working Papers, University of Antwerp, Faculty of Business and Economics (2008)
- Outliers and judgemental adjustment of time series forecasts
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Seasonality in revisions of macroeconomic data
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- The Triggers, Timing and Speed of New Product Price Landings
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
2007
- A Manager's Perspective on Combining Expert and Model-based Forecasts
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
- Competence and confidence effects in experts' forecast adjustments
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Comprehensive review of the maritime safety regimes
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (4)
- Confidence intervals for maximal reliability of probability judgments
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Does experts' adjustment to model-based forecasts contribute to forecast quality?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
- Dynamics of expert adjustment to model-based forecast
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Estimating the market share attraction model using support vector regressions
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Econometric Reviews (2010)
- Evaluating real-time forecasts in real-time
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Evaluation of survey effects in pre-election polls
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Experts adjusting model-based forecasts and the law of small numbers
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Experts' adjustment to model-based forecasts: Does the forecast horizon matter?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Indirect Network Effects in New Product Growth
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (58)
- Interlocking Boards and Firm Performance: Evidence from a New Panel Database
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (13)
- Modeling regional house prices
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (10)
See also Journal Article in Applied Economics (2011)
- On the optimality of expert-adjusted forecasts
CPB Discussion Paper, CPB Netherlands Bureau for Economic Policy Analysis View citations (4)
Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2007) View citations (4)
- Panel design effects on response rates and response quality
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Statistica Neerlandica (2014)
- Testing for harmonic regressors
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Journal of Applied Statistics (2009)
- What drives the relevance and quality of experts' adjustment to model-based forecasts?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
2006
- A New Multivariate Product Growth Model
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
- Analysis of the Maritime Inspection Regimes - Are ships over-inspected?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Bayesian Model Averaging in the Presence of Structural Breaks
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (14)
- Does rounding matter for payment efficiency?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Dynamic and Competitive Effects of Direct Mailings
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (9)
- Effect and Improvement Areas for Port State Control Inspections to Decrease the Probability of Casualty
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Forecasting 1 to h steps ahead using partial least squares
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Forecasting high-frequency electricity demand with a diffusion index model
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Formalizing judgemental adjustment of model-based forecasts
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact On Optimizing Shelf Arrangements
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (4)
See also Journal Article in Marketing Science (2008)
- Irritation Due to Direct Mailings from Charities
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (7)
- Long-term forecast for the Dutch economy
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Prediction beyond the survey sample: correcting for survey effects on consumer decisions
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Stability through cycles
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Testing changes in consumer confidence indicators
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- The Global View on Port State Control
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- The Overall View of the Effect of Inspections and Evaluation of the Target Factor to target substandard vessels
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Time-Series Models in Marketing
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam 
See also Chapter (2008)
- When Should Nintendo Launch its Wii? Insights From a Bivariate Successive Generation Model
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
2005
- A Hierarchical Bayes Error Correction Model to Explain Dynamic Effects of Price Changes
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (6)
See also
A hierarchical Bayes error correction model to explain dynamic effects, Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
- A simple test for GARCH against a stochastic volatility
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Cycles in basic innovations
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
- Modeling the diffusion of scientific publications
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
See also Journal Article in Journal of Econometrics (2007)
- Performance of Seasonal Adjustment Procedures: Simulation and Empirical Results
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (6)
- Random-Coefficient periodic autoregression
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
See also Journal Article in Statistica Neerlandica (2011)
- Real time estimates of GDP growth
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (8)
- Real time estimates of GDP growth, based on two-regime models
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Retrieving unobserved consideration sets from household panel data
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (5)
- Seasonality on non-linear price effects in scanner-data based market-response models
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Journal of Econometrics (2007)
- Semi-Parametric Modelling of Correlation Dynamics
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (7)
- Why Consumers Buy Lottery Tickets When the Sun Goes Down on Them. The Depleting Nature of Weather-Induced Bad Moods
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
2004
- A Multi-Level Panel Smooth Transition Autoregression for US Sectoral Production
Econometric Society 2004 Australasian Meetings, Econometric Society View citations (4)
Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2003) View citations (2)
- Advertising effects on awareness, consideration and brand choice using tracking data
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
- Experimental investigation of consumer price evaluations
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Forecasting aggregates using panels of nonlinear time series
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in International Journal of Forecasting (2005)
- Forecasting in marketing
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
See also Chapter (2006)
- On the econometrics of the Koyck model
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (7)
2003
- A generalized dynamic conditional correlation model for many asset returns
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (30)
- A sequential approach to testing seasonal unit roots in high frequency data
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (6)
See also Journal Article in Journal of Applied Statistics (2005)
- An empirical analysis of euro cash payments
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
See also Journal Article in European Economic Review (2007)
- Confidence Intervals for Cronbach's Coefficient Alpha Values
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (3)
- Deriving dynamic marketing effectiveness from econometric time series models
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
- Did the incidence of high precipitation levels increase? Statistical evidence for the Netherlands
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Do we make better forecasts these days? A survey amongst academics
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Do we need all Euro denominations?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Does Africa grow slower than Asia and Latin America?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (5)
- Effectiveness of Brokering within Account Management Organizations
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
- Estimating duration intervals
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
- Forecasting economic and financial time-series with non-linear models
Departmental Working Papers, Rutgers University, Department of Economics View citations (8)
See also Journal Article in International Journal of Forecasting (2004)
- How do we pay with euro notes? Empirical evidence from Monopoly experiments
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Modeling Dynamic Effects of the Marketing Mix on Market Shares
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (3)
- Modeling purchases as repeated events
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
See also Journal Article in Journal of Business & Economic Statistics (2006)
- On the Bass diffusion theory, empirical models and out-of-sample forecasting
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
- Purchasing complex services on the Internet; An analysis of mortgage loan acquisitions
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
- Reference-based transitions in short-run price elasticity
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
- Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (37)
See also Journal Article in Oxford Bulletin of Economics and Statistics (2003)
- Which Brands gain Share from which Brands? Inference from Store-Level Scanner Data
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
Also in ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam (2003) View citations (2)
2002
- A Dynamic Utility Maximization Model for Product Category Consumption
Tinbergen Institute Discussion Papers, Tinbergen Institute
- A Joint Framework for Category Purchase and Consumption Behavior
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
- A simple test for PPP among traded goods
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
- An Empirical Study of Cash Payments
Tinbergen Institute Discussion Papers, Tinbergen Institute 
See also Journal Article in Statistica Neerlandica (2003)
- Common large innovations across nonlinear time series
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2013)
- Dynamic Effects of Trust and Cognitive Social Structures on Information Transfer Relationships
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
- Ecological panel inference in repeated cross sections
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Estimated Parameters Do Not Get the "Wrong Sign" Due To Collinearity Across Included Variables
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
- Evaluating Direct Marketing Campaigns: recent findings and future research topics
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
- From first submission to citation: an empirical analysis
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
See also Journal Article in Statistica Neerlandica (2002)
- How Large is Average Economic Growth? Evidence from a Robust Method
Tinbergen Institute Discussion Papers, Tinbergen Institute
- Inflation rates; long-memoray, level shifts, or both?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (5)
- Modeling Generational Transitions from Aggregate Data
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
- Modeling dynamic effects of promotion on interpurchase times
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
See also Journal Article in Computational Statistics & Data Analysis (2012)
- Modeling students' evealuation scores; comparing economics schools in Maastricht and Rotterdam
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- On combining revealed and stated preferences to forecast customer behaviour: three case studies
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (9)
- On modeling panels of time series
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Statistica Neerlandica (2006)
- On the diffusion of scientific publications; the case of Econometrica 1987
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Scientometrics (2003)
- On the number of categories in an ordered regression model
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (4)
See also Journal Article in Statistica Neerlandica (2010)
- Sales Models For Many Items Using Attribute Data
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
- The Econometrics Of The Bass Diffusion Model
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (8)
See also Journal Article in Journal of Business & Economic Statistics (2005)
- The impact of brand and category characteristics on consumer stock-out reactions
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
2001
- An Equilibrium-Correction Model for Dynamic Network Data
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (3)
- Buying High Tech Products
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
- Changing Perceptions and Changing Behavior in Customer Relationships
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
- Constructing seasonally adjusted data with time-varying confidence intervals
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
See also Journal Article in Oxford Bulletin of Economics and Statistics (2002)
- Deriving Target Selection Rules from Endogenously Selected Samples
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
See also Journal Article in Journal of Applied Econometrics (2006)
- Econometric Analysis of the Market Share Attraction Model
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
- Incorporating Responsiveness to Marketing Efforts When Modeling Brand Choice
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
- Inferring transition probabilities from repeated cross sections: a cross-level inference approach to US presidential voting
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Inflation, Forecast Intervals and Long Memory Regression Models
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (12)
See also Journal Article in International Journal of Forecasting (2002)
- Modeling Consideration Sets and Brand Choice Using Artificial Neural Networks
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam 
See also Journal Article in European Journal of Operational Research (2004)
- Modeling Potentially Time-Varying Effects of Promotions on Sales
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
- Modeling and forecasting outliers and level shifts in absolute returns
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
- Robust inference on average economic growth
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in Oxford Bulletin of Economics and Statistics (2006)
- Smooth Transition Autoregressive Models - A Survey of Recent Developments
SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (69)
Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2000) View citations (20)
See also Journal Article in Econometric Reviews (2002)
- Structural breaks and long memory in US inflation rates: do they matter for forecasting?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (9)
See also Journal Article in Research in International Business and Finance (2006)
- Testing for Common Deterministic Trend Slopes
Working Papers, Cornell University, Center for Analytic Economics View citations (4)
Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2001) View citations (4)
See also Journal Article in Journal of Econometrics (2005)
- The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (4)
See also Journal Article in International Journal of Forecasting (2005)
- Using Selective Sampling for Binary Choice Models to Reduce Survey Costs
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
2000
- A Multivariate STAR Analysis of the Relationship Between Money and Output
Working Papers, East Carolina University, Department of Economics View citations (17)
Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (1999) View citations (3) Working Papers, East Carolina University, Department of Economics (1999) View citations (3)
- A nonlinear long memory model for US unemployment
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Asymmetric and Common Absorption of Shocks in Nonlinear Autoregressive Models
Econometric Society World Congress 2000 Contributed Papers, Econometric Society View citations (18)
Also in CeNDEF Working Papers, Universiteit van Amsterdam, Center for Nonlinear Dynamics in Economics and Finance (2000) View citations (3) Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2000) View citations (18)
- Broker Positions in Task-Specific Knowledge Networks
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
- Consideration sets, intentions and the inclusion of "Don't know" in a two-stage model for voter choice
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
See also Journal Article in International Journal of Forecasting (2005)
- Forecasting Market Shares from Models for Sales
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (2)
See also Journal Article in International Journal of Forecasting (2001)
- Modeling Unobserved Consideration Sets for Household Panel Data
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam View citations (1)
- Modeling charity donations: target selection, response time and gift size
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
- On Forecasting Cointegrated Seasonal Time Series
SSE/EFI Working Paper Series in Economics and Finance, Stockholm School of Economics View citations (5)
Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (2000) View citations (3)
See also Journal Article in International Journal of Forecasting (2001)
- Seasonal smooth transition autoregression
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (8)
- The Effect of Relational Constructs on Relationship Performance
ERIM Report Series Research in Management, Erasmus Research Institute of Management (ERIM), ERIM is the joint research institute of the Rotterdam School of Management, Erasmus University and the Erasmus School of Economics (ESE) at Erasmus University Rotterdam
1999
- Censored regression analysis in large samples with many zero observations
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (8)
- Cointegration in a periodic vector autoregression
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (4)
- Do the US and Canada have a common nonlinear cycle in unemployment?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Forecasting with periodic autoregressive time series models
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
- How to deal with intercept and trend in pratical cointegration analysis?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (7)
See also Journal Article in Applied Economics (2001)
- Impulse-response analysis of the market share attraction model
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Monitoring structural change in variance
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Monitoring time-varying parameters in an autoregression
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- On SETAR non- linearity and forecasting
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (18)
See also Journal Article in Journal of Forecasting (2003)
- Ordered logit analysis for selectively sampled data
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
See also Journal Article in Computational Statistics & Data Analysis (2002)
- Outlier detection in the GARCH (1,1) model
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- SETS, Arbitrage Activity, and Stock Price Dynamics
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (1)
See also Journal Article in Journal of Banking & Finance (2000)
- Seasonal adjustment and the business cycle in unemployment
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
See also Journal Article in Studies in Nonlinear Dynamics & Econometrics (2000)
- Testing common deterministic seasonality
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Testing for converging deterministic seasonal variation in European industrial production
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
1998
- A seasonal periodic long memory model for monthly river flows
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Censored latent effects autoregression, with an application to US unemployment
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Forecasting volatility with switching persistence GARCH models
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (13)
- Long Memory and Level Shifts: Re-Analyzing Inflation Rates
Tinbergen Institute Discussion Papers, Tinbergen Institute 
Also in Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute (1998) 
See also Journal Article in Empirical Economics (1999)
- Modeling asymmetric volatility in weekly Dutch temperature data
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Modelling asymmetric persistence over the business cycle
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
- Nonlinearities and outliers: robust specification of STAR models
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
- On data transformations and evidence of nonlinearity
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
See also Journal Article in Computational Statistics & Data Analysis (2002)
- On the role of seasonal intercepts in seasonal cointegration
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (6)
Also in Economics Series, Institute for Advanced Studies (1995) View citations (8)
See also Journal Article in Oxford Bulletin of Economics and Statistics (1999)
- Short Patches of Outliers, ARCH and Volatility Modeling
Tinbergen Institute Discussion Papers, Tinbergen Institute View citations (2)
1997
- Convergence and Persistence of Left-Right Political Orientations in The Netherlands 1978-1995
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
- Do We Often Find ARCH Because Of Neglected Outliers?
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (3)
- Modelling Multiple Regimes in the Business Cycle
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
See also Journal Article in Macroeconomic Dynamics (1999)
- Nonlinear Error-Correction Models for Interest Rates in The Netherlands
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (9)
- Outlier robust cointegration analysis
Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics View citations (6)
- Timing of Vote Decision in First and Second Order Dutch Elections 1978-1995: Evidence from Artificial Neural Networks
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
1996
- Forecasting the Levels of Vector Autoregressive Log-Transformed Time Series
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute 
See also Journal Article in International Journal of Forecasting (2000)
- On Phillips-Perron Type Tests for Seasonal Unit Roots
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes
See also Journal Article in Econometric Theory (1998)
- Outlier Robust Analysis of Market Share and Distribution Relations for Weekly Scanning Data
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (1)
- Testing for ARCH in the Presence of Additive Outliers
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (2)
See also Journal Article in Journal of Applied Econometrics (1999)
- Testing for Smooth Transition Nonlinearity in the Presence of Outliers
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute View citations (9)
See also Journal Article in Journal of Business & Economic Statistics (1999)
1995
- Bayesian Analysis of Seasonal Unit Roots and Seasonal Mean Shifts
Econometric Institute Research Papers, Erasmus University Rotterdam, Erasmus School of Economics (ESE), Econometric Institute
See also Journal Article in Journal of Econometrics (1997)
- Impulse Response Functions for Periodic Integration
SFB 373 Discussion Papers, Humboldt University of Berlin, Interdisciplinary Research Project 373: Quantification and Simulation of Economic Processes View citations (1)
See also Journal Article in Economics Letters (1997)
- Testing Nested and Non-Nested Periodically Integrated Autoregressive Models
Other publications TiSEM, Tilburg University, School of Economics and Management View citations (2)
Also in Working Papers, Tilburg - Center for Economic Research (1995) View citations (5) Discussion Paper, Tilburg University, Center for Economic Research (1995) View citations (2)
1994
- Volatility Patterns and Spillovers in Bund Futures
Monash Econometrics and Business Statistics Working Papers, Monash University, Department of Econometrics and Business Statistics View citations (2)
1993
- Temporal aggregation in a periodically integrated autoregressive process
Other publications TiSEM, Tilburg University, School of Economics and Management 
Also in Research Memorandum, Tilburg University, School of Economics and Management (1993) 
See also Journal Article in Statistics & Probability Letters (1996)
1992
- A model for quarterly unemployment in Canada
Serie Research Memoranda, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics
- THE GOMPERTZ CURVE: ESTIMATION AND SELECTION
Econometric Institute Archives, Erasmus University Rotterdam
1991
- AN EMPIRICAL TEST FOR PARITIES BETWEEN METAL PRICES AT THE IME
Working Papers, Erasmus University of Rotterdam - Institute for Economic Research View citations (9)
See also Journal Article in Journal of Futures Markets (1991)
1990
- SEASONALITY, NONSTATIONARITY AND THE FORECASTING OF MONTHLY TIME SERIES
Econometric Institute Archives, Erasmus University Rotterdam View citations (1)
See also Journal Article in International Journal of Forecasting (1991)
- SEASONALITY, OUTLIERS AND LINEARITY
Econometric Institute Archives, Erasmus University Rotterdam
- TESTING FOR SEASONAL UNIT ROOTS IN MONTHLY DATA
Econometric Institute Archives, Erasmus University Rotterdam View citations (26)
- TESTING FOR WHITE NOISE IN TIME SERIES MODELS
Econometric Institute Archives, Erasmus University Rotterdam
Undated
- Determining the Order of Differencing in Seasonal Time Series Processes
Discussion Papers, Department of Economics, University of York View citations (1)
See also Journal Article in Econometrics Journal (2000)
- Franses
Instructional Stata datasets for econometrics, Boston College Department of Economics
Journal Articles
2022
- Evaluating heterogeneous forecasts for vintages of macroeconomic variables
Journal of Forecasting, 2022, 41, (4), 829-839 
See also Working Paper (2018)
- Forecasting Real GDP Growth for Africa
Econometrics, 2022, 10, (1), 1-16
- Forecasting: theory and practice
International Journal of Forecasting, 2022, 38, (3), 705-871 View citations (24)
See also Working Paper (2022)
- Interpolation and correlation
Applied Economics, 2022, 54, (14), 1562-1567
2021
- Estimating persistence for irregularly spaced historical data
Quality & Quantity: International Journal of Methodology, 2021, 55, (6), 2177-2187 
See also Working Paper (2019)
- Forecasting time-varying arrivals: Impact of direct response advertising on call center performance
Journal of Business Research, 2021, 131, (C), 227-240
- Inclusion of older annual data into time series models for recent quarterly data
Applied Economics Letters, 2021, 28, (19), 1717-1721
- Marketing response and temporal aggregation
Journal of Marketing Analytics, 2021, 9, (2), 111-117
- Modeling Judgment in Macroeconomic Forecasts
Journal of Quantitative Economics, 2021, 19, (1), 401-417 View citations (1)
- Modeling box office revenues of motion pictures✰
Technological Forecasting and Social Change, 2021, 169, (C)
- Testing bias in professional forecasts
Journal of Forecasting, 2021, 40, (6), 1086-1094 View citations (1)
- Testing for bias in forecasts for independent binary outcomes
Applied Economics Letters, 2021, 28, (15), 1336-1338
2020
- Correcting the January optimism effect
Journal of Forecasting, 2020, 39, (6), 927-933
- Does More Expert Adjustment Associate with Less Accurate Professional Forecasts?
JRFM, 2020, 13, (3), 1-8 
See also Working Paper (2020)
- Forecasting Social Conflicts in Africa Using an Epidemic Type Aftershock Sequence Model
Forecasting, 2020, 2, (3), 1-25 View citations (1)
See also Working Paper (2018)
- IMA(1,1) as a new benchmark for forecast evaluation
Applied Economics Letters, 2020, 27, (17), 1419-1423 
See also Working Paper (2019)
- Intertemporal Similarity of Economic Time Series: An Application of Dynamic Time Warping
Computational Economics, 2020, 56, (1), 59-75 View citations (4)
- Measurement Error in a First-order Autoregression
Advances in Decision Sciences, 2020, 24, (2), 1-14
- SIMPLE BAYESIAN FORECAST COMBINATION
Annals of Financial Economics (AFE), 2020, 15, (04), 1-7 View citations (1)
- THE CASH USE OF THE MALAYSIAN RINGGIT: CAN IT BE MORE EFFICIENT?
Annals of Financial Economics (AFE), 2020, 15, (01), 1-5
2019
- Cash Use of the Taiwan Dollar: Is It Efficient? †
JRFM, 2019, 12, (1), 1-6 View citations (1)
- Combining expert‐adjusted forecasts
Journal of Forecasting, 2019, 38, (5), 415-421 View citations (2)
- Model‐based forecast adjustment: With an illustration to inflation
Journal of Forecasting, 2019, 38, (2), 73-80 
See also Working Paper (2018)
- On inflation expectations in the NKPC model
Empirical Economics, 2019, 57, (6), 1853-1864 View citations (3)
- Spurious principal components
Applied Economics Letters, 2019, 26, (1), 37-39 View citations (1)
See also Working Paper (2017)
2018
- How Informative Are Earnings Forecasts? †
JRFM, 2018, 11, (3), 1-20 View citations (1)
- Inflation in Africa, 1960–2015
Journal of International Financial Markets, Institutions and Money, 2018, 57, (C), 261-292 View citations (1)
- PREDICTION INTERVALS FOR EXPERT-ADJUSTED FORECASTS
Advances in Decision Sciences, 2018, 22, (1), 308-320
- THIS TIME IT IS DIFFERENT! OR NOT? DISCOUNTING PAST DATA WHEN PREDICTING THE FUTURE
Annals of Financial Economics (AFE), 2018, 13, (02), 1-34
2017
- A novel approach to measuring consumer confidence
Econometrics and Statistics, 2017, 4, (C), 121-129 View citations (2)
See also Working Paper (2014)
- Adoption of Falsified Medical Products in a Low-Income Country: Empirical Evidence for Suriname
Sustainability, 2017, 9, (10), 1-18
- Benchmarking Judgmentally Adjusted Forecasts
International Journal of Finance & Economics, 2017, 22, (1), 3-11 
See also Working Paper (2015)
- Do charities get more when they ask more often? Evidence from a unique field experiment
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2017, 66, (C), 58-65 View citations (20)
See also Working Paper (2010)
- Estimating loss functions of experts
Applied Economics, 2017, 49, (4), 386-396 
See also Working Paper (2011)
- Exploiting Spillovers to Forecast Crashes
Journal of Forecasting, 2017, 36, (8), 936-955 View citations (2)
See also Working Paper (2015)
- Heterogeneous Forecast Adjustment
Journal of Forecasting, 2017, 36, (4), 337-344 View citations (1)
- Modeling intra-seasonal heterogeneity in hourly advertising-response models: Do forecasts improve?
International Journal of Forecasting, 2017, 33, (1), 90-101 View citations (3)
- Recovering Historical Inflation Data from Postage Stamps Prices
JRFM, 2017, 10, (4), 1-11 View citations (2)
See also Working Paper (2016)
- Specification Testing in Hawkes Models*
The Journal of Financial Econometrics, 2017, 15, (1), 139-171 View citations (2)
See also Working Paper (2015)
2016
- A note on the Mean Absolute Scaled Error
International Journal of Forecasting, 2016, 32, (1), 20-22 View citations (21)
- A simple test for a bubble based on growth and acceleration
Computational Statistics & Data Analysis, 2016, 100, (C), 160-169 View citations (3)
- Off the Hook: Measuring the Impact of Mobile Telephone Use on Economic Development of Households in Uganda using Copulas
Journal of Development Studies, 2016, 52, (3), 315-330 View citations (17)
- RISK ATTITUDES IN THE BOARD ROOM AND COMPANY PERFORMANCE: EVIDENCE FOR AN EMERGING ECONOMY
Annals of Financial Economics (AFE), 2016, 11, (04), 1-14 
See also Working Paper (2015)
- The late 1970s bubble in Dutch collectible postage stamps
Empirical Economics, 2016, 50, (4), 1215-1228 
See also Working Paper (2012)
2015
- Asymmetric time aggregation and its potential benefits for forecasting annual data
Empirical Economics, 2015, 49, (1), 363-387 
See also Working Paper (2010)
- Does Disagreement Amongst Forecasters Have Predictive Value?
Journal of Forecasting, 2015, 34, (4), 290-302 View citations (10)
See also Working Paper (2010)
- Emigration, wage differentials and brain drain: the case of Suriname
Applied Economics, 2015, 47, (23), 2339-2347 
See also Working Paper (2011)
- Interpreting financial market crashes as earthquakes: A new Early Warning System for medium term crashes
Journal of Banking & Finance, 2015, 56, (C), 123-139 View citations (17)
See also Working Paper (2014)
- The Stock Exchange of Suriname: Returns, Volatility, Correlations, and Weak-Form Efficiency
Emerging Markets Finance and Trade, 2015, 51, (1), 130-139 View citations (2)
See also Working Paper (2014)
- The life cycle of social media
Applied Economics Letters, 2015, 22, (10), 796-800 
See also Working Paper (2014)
2014
- Are individuals in China prone to money illusion?
Journal of Behavioral and Experimental Economics (formerly The Journal of Socio-Economics), 2014, 51, (C), 38-46 View citations (7)
- Do Experts’ SKU Forecasts Improve after Feedback?
Journal of Forecasting, 2014, 33, (1), 69-79 View citations (5)
See also Working Paper (2011)
- EVALUATING MACROECONOMIC FORECASTS: A CONCISE REVIEW OF SOME RECENT DEVELOPMENTS
Journal of Economic Surveys, 2014, 28, (2), 195-208 View citations (1)
See also Working Paper (2012)
- Editorial Statistics
Statistica Neerlandica, 2014, 68, (4), 344-344
- Evaluating CPB’s Forecasts
De Economist, 2014, 162, (3), 215-221
- Incorporating Responsiveness to Marketing Efforts in Brand Choice Modeling
Econometrics, 2014, 2, (1), 1-25 View citations (1)
See also Working Paper (2008)
- Panel design effects on response rates and response quality
Statistica Neerlandica, 2014, 68, (1), 1-24 View citations (3)
See also Working Paper (2007)
- Statistical institutes and economic prosperity
Quality & Quantity: International Journal of Methodology, 2014, 48, (1), 507-520 View citations (1)
See also Working Paper (2012)
- Trends in three decades of rankings of Dutch economists
Scientometrics, 2014, 98, (2), 1257-1268 View citations (6)
2013
- Analyzing fixed-event forecast revisions
International Journal of Forecasting, 2013, 29, (4), 622-627 View citations (7)
See also Working Paper (2013)
- Approximating the DGP of China's quarterly GDP
Applied Economics, 2013, 45, (24), 3469-3472 View citations (1)
See also Working Paper (2010)
- Are forecast updates progressive?
Mathematics and Computers in Simulation (MATCOM), 2013, 93, (C), 9-18 View citations (4)
See also Working Paper (2013)
- Common large innovations across nonlinear time series
Studies in Nonlinear Dynamics & Econometrics, 2013, 17, (3), 251-263 
See also Working Paper (2002)
- Data revisions and periodic properties of macroeconomic data
Economics Letters, 2013, 120, (2), 139-141 View citations (6)
- Do commercial real estate prices have predictive content for GDP?
Applied Economics, 2013, 45, (31), 4379-4384 View citations (2)
See also Working Paper (2012)
- Do statistical forecasting models for SKU-level data benefit from including past expert knowledge?
International Journal of Forecasting, 2013, 29, (1), 80-87 View citations (12)
- Improving judgmental adjustment of model-based forecasts
Mathematics and Computers in Simulation (MATCOM), 2013, 93, (C), 1-8 View citations (6)
- Testing earnings management
Statistica Neerlandica, 2013, 67, (3), 281-292 
See also Working Paper (2009)
2012
- Common socio-economic cycle periods
Technological Forecasting and Social Change, 2012, 79, (1), 59-68 View citations (11)
- Evaluating Individual and Mean Non-Replicable Forecasts
Journal for Economic Forecasting, 2012, (3), 22-43 View citations (1)
See also Working Paper (2011)
- Hemlines and the Economy: Which Goes Down First?
Foresight: The International Journal of Applied Forecasting, 2012, (26), 27-28
- Inequality amongst the wealthiest and its link with economic growth
Applied Economics, 2012, 44, (22), 2851-2858 
See also Working Paper (2011)
- Modeling Seasonality in New Product Diffusion
Marketing Science, 2012, 31, (2), 351-364 View citations (5)
See also Working Paper (2010)
- Modeling dynamic effects of promotion on interpurchase times
Computational Statistics & Data Analysis, 2012, 56, (11), 3055-3069 View citations (2)
See also Working Paper (2002)
- The effectiveness of high-frequency direct-response commercials
International Journal of Research in Marketing, 2012, 29, (1), 98-109 View citations (6)
2011
- Averaging Model Forecasts and Expert Forecasts: Why Does It Work?
Interfaces, 2011, 41, (2), 177-181 View citations (4)
- Correcting for survey effects in pre‐election polls
Statistica Neerlandica, 2011, 65, (3), 352-370 
See also Working Paper (2010)
- Experts' adjustment to model-based SKU-level forecasts: does the forecast horizon matter?
Journal of the Operational Research Society, 2011, 62, (3), 537-543 View citations (9)
- How accurate are government forecasts of economic fundamentals? The case of Taiwan
International Journal of Forecasting, 2011, 27, (4), 1066-1075 View citations (19)
See also Working Paper (2010)
- Model selection for forecast combination
Applied Economics, 2011, 43, (14), 1721-1727 
See also Working Paper (2008)
- Modelling regional house prices
Applied Economics, 2011, 43, (17), 2097-2110 View citations (10)
See also Working Paper (2007)
- One model and various experts: Evaluating Dutch macroeconomic forecasts
International Journal of Forecasting, 2011, 27, (2), 482-495 View citations (25)
Also in International Journal of Forecasting, 2011, 27, (2), 482-495 (2011) View citations (25)
- Random‐coefficient periodic autoregressions
Statistica Neerlandica, 2011, 65, (1), 101-115 View citations (5)
See also Working Paper (2005)
- Testing for Seasonal Unit Roots in Monthly Panels of Time Series
Oxford Bulletin of Economics and Statistics, 2011, 73, (4), 469-488 View citations (5)
See also Working Paper (2009)
2010
- A UNIFYING VIEW ON MULTI‐STEP FORECASTING USING AN AUTOREGRESSION
Journal of Economic Surveys, 2010, 24, (3), 389-401 View citations (1)
- Cointegration in a historical perspective
Journal of Econometrics, 2010, 158, (1), 156-159 View citations (2)
See also Working Paper (2009)
- Do experts' adjustments on model-based SKU-level forecasts improve forecast quality?
Journal of Forecasting, 2010, 29, (3), 331-340 View citations (38)
- Editorial statistics
Statistica Neerlandica, 2010, 64, (4), 508-508
- Estimating the Market Share Attraction Model using Support Vector Regressions
Econometric Reviews, 2010, 29, (5-6), 688-716 
See also Working Paper (2007)
- On the number of categories in an ordered regression model
Statistica Neerlandica, 2010, 64, (1), 125-128 View citations (3)
See also Working Paper (2002)
- Twenty years of cointegration
Journal of Econometrics, 2010, 158, (1), 1-2
2009
- A Generalized Dynamic Conditional Correlation Model: Simulation and Application to Many Assets
Econometric Reviews, 2009, 28, (6), 612-631 View citations (60)
- Can Managers Judgmental Forecasts Be Made Scientifically?
Foresight: The International Journal of Applied Forecasting, 2009, (15), 32-36 View citations (1)
- Comprehensive Review of the Maritime Safety Regimes: Present Status and Recommendations for Improvements
Transport Reviews, 2009, 30, (2), 241-270 View citations (1)
- Consumer price evaluations through choice experiments
Journal of Applied Econometrics, 2009, 24, (3), 517-535 View citations (5)
- Does irritation induced by charitable direct mailings reduce donations?
International Journal of Research in Marketing, 2009, 26, (3), 180-188 View citations (29)
See also Working Paper (2008)
- Does ratification matter and do major conventions improve safety and decrease pollution in shipping?
Marine Policy, 2009, 33, (5), 826-846 View citations (8)
See also Working Paper (2009)
- Expert opinion versus expertise in forecasting
Statistica Neerlandica, 2009, 63, (3), 334-346 View citations (37)
See also Working Paper (2008)
- Experts' Stated Behavior
Interfaces, 2009, 39, (2), 168-171 View citations (5)
See also Working Paper (2008)
- Introduction to the special issue on new econometric models in marketing
Journal of Applied Econometrics, 2009, 24, (3), 375-376
- Jury Report on the KVS Award for the Best Doctoral Thesis in Economics of the Academic Years 2006–2007 and 2007–2008
De Economist, 2009, 157, (2), 267-269 
See also Working Paper (2009)
- Properties of expert adjustments on model-based SKU-level forecasts
International Journal of Forecasting, 2009, 25, (1), 35-47 View citations (39)
- Testing for harmonic regressors
Journal of Applied Statistics, 2009, 36, (3), 339-346 View citations (1)
See also Working Paper (2007)
- The effect of rounding on payment efficiency
Computational Statistics & Data Analysis, 2009, 53, (4), 1449-1461 View citations (1)
- The impact of adoption timing on new service usage and early disadoption
International Journal of Research in Marketing, 2009, 26, (4), 304-313 View citations (15)
- Why is GDP typically revised upwards?
Statistica Neerlandica, 2009, 63, (2), 125-130 View citations (2)
2008
- A Simple Test for GARCH Against a Stochastic Volatility Model
The Journal of Financial Econometrics, 2008, 6, (3), 291-306 View citations (9)
- Econometric analysis to differentiate effects of various ship safety inspections
Marine Policy, 2008, 32, (4), 653-662 View citations (8)
- Editorial statistics
Statistica Neerlandica, 2008, 62, (4), 509-509
- Error-correction modelling in discrete and continuous time
Economics Letters, 2008, 101, (2), 140-141
- Interaction Between Shelf Layout and Marketing Effectiveness and Its Impact on Optimizing Shelf Arrangements
Marketing Science, 2008, 27, (6), 1065-1082 View citations (26)
See also Working Paper (2006)
- Merging models and experts
International Journal of Forecasting, 2008, 24, (1), 31-33 View citations (12)
2007
- A global view on port state control: econometric analysis of the differences across port state control regimes
Maritime Policy & Management, 2007, 34, (5), 453-482 View citations (33)
- Absorption of shocks in nonlinear autoregressive models
Computational Statistics & Data Analysis, 2007, 51, (9), 4206-4226 View citations (22)
- An empirical analysis of euro cash payments
European Economic Review, 2007, 51, (8), 1985-1997 View citations (11)
See also Working Paper (2003)
- Analyzing a panel of seasonal time series: Does seasonality in industrial production converge across Europe?
Economic Modelling, 2007, 24, (6), 954-968 View citations (2)
- Constant vs. Changing Seasonality
Foresight: The International Journal of Applied Forecasting, 2007, (6), 24-25 View citations (2)
- Econometric analysis on the effect of port state control inspections on the probability of casualty: Can targeting of substandard ships for inspections be improved?
Marine Policy, 2007, 31, (4), 550-563 View citations (13)
- Estimating the stock of postwar Dutch postal stamps
Applied Economics, 2007, 39, (8), 943-946 View citations (2)
- Jury Report on the Kvs Award for the Best Doctoral Thesis in Economics of the Academic Years 2004/2005 and 2005/2006
De Economist, 2007, 155, (1), 133-134
- Modeling the diffusion of scientific publications
Journal of Econometrics, 2007, 139, (2), 376-390 View citations (23)
See also Working Paper (2005)
- On the econometrics of the geometric lag model
Economics Letters, 2007, 95, (2), 291-296 View citations (7)
- Progress and challenges in econometrics
Journal of Econometrics, 2007, 138, (1), 1-2
- Seasonality and non-linear price effects in scanner-data-based market-response models
Journal of Econometrics, 2007, 138, (1), 231-251 View citations (9)
See also Working Paper (2005)
- When Do Price Thresholds Matter in Retail Categories?
Marketing Science, 2007, 26, (1), 83-100 View citations (45)
2006
- Deriving target selection rules from endogenously selected samples
Journal of Applied Econometrics, 2006, 21, (5), 549-562 View citations (18)
Also in Journal of Applied Econometrics, 2006, 21, (5), 549-562 (2006) View citations (1)
See also Working Paper (2001)
- Editorial introduction
Statistica Neerlandica, 2006, 60, (2), 79-79
- Empirical causality between bigger banknotes and inflation
Applied Economics Letters, 2006, 13, (12), 751-752
- Fi-break Model of US Inflation Rate: Long-memory, Level Shifts, or Both?
Korean Economic Review, 2006, 22, 83-97
- Modeling Purchases as Repeated Events
Journal of Business & Economic Statistics, 2006, 24, 487-502 View citations (14)
See also Working Paper (2003)
- On modeling panels of time series*
Statistica Neerlandica, 2006, 60, (4), 438-456 View citations (1)
See also Working Paper (2002)
- Optimal Data Interval for Estimating Advertising Response
Marketing Science, 2006, 25, (3), 217-229 View citations (29)
- Robust Inference on Average Economic Growth*
Oxford Bulletin of Economics and Statistics, 2006, 68, (3), 345-370 View citations (2)
See also Working Paper (2001)
- Structural breaks and long memory in US inflation rates: Do they matter for forecasting?
Research in International Business and Finance, 2006, 20, (1), 95-110 View citations (22)
See also Working Paper (2001)
2005
- A multi-level panel STAR model for US manufacturing sectors
Journal of Applied Econometrics, 2005, 20, (6), 811-827 View citations (83)
- A sequential approach to testing seasonal unit roots in high frequency data
Journal of Applied Statistics, 2005, 32, (6), 555-569 View citations (2)
See also Working Paper (2003)
- Consideration sets, intentions and the inclusion of "don't know" in a two-stage model for voter choice
International Journal of Forecasting, 2005, 21, (1), 53-71 View citations (1)
See also Working Paper (2000)
- Does Africa grow slower than Asia, Latin America and the Middle East? Evidence from a new data-based classification method
Journal of Development Economics, 2005, 77, (2), 553-570 View citations (58)
- Forecasting aggregates using panels of nonlinear time series
International Journal of Forecasting, 2005, 21, (4), 785-794 View citations (13)
See also Working Paper (2004)
- Forecasting time series with long memory and level shifts
Journal of Forecasting, 2005, 24, (1), 1-16 View citations (5)
- Jury Report on the KVS Award for the Best Doctoral thesis in Economics of the Academic Years 2002/2003 and 2003/2004
De Economist, 2005, 153, (1), 135-136
- On the Econometrics of the Bass Diffusion Model
Journal of Business & Economic Statistics, 2005, 23, 255-268 View citations (28)
See also Working Paper (2002)
- On the dynamics of business cycle analysis: editors' introduction
Journal of Applied Econometrics, 2005, 20, (2), 147-150 View citations (6)
Also in Journal of Applied Econometrics, 2005, 20, (2), 147-150 (2005)
- Testing for common deterministic trend slopes
Journal of Econometrics, 2005, 126, (1), 1-24 View citations (15)
See also Working Paper (2001)
- The Econometric Analysis of Seasonal Time Series
Journal of Time Series Analysis, 2005, 26, (2), 319-321
- The M3 competition: Statistical tests of the results
International Journal of Forecasting, 2005, 21, (3), 397-409 View citations (48)
- The diffusion of marketing science in the practitioners' community: opening the black box
Applied Stochastic Models in Business and Industry, 2005, 21, (4‐5), 289-301 View citations (1)
- The forecasting performance of various models for seasonality and nonlinearity for quarterly industrial production
International Journal of Forecasting, 2005, 21, (1), 87-102 View citations (29)
See also Working Paper (2001)
- “Panelizing” Repeated Cross Sections
Quality & Quantity: International Journal of Methodology, 2005, 39, (2), 155-174 View citations (1)
2004
- Do We Think We Make Better Forecasts Than in the Past? A Survey of Academics
Interfaces, 2004, 34, (6), 466-468 View citations (3)
- Do seasonal unit roots matter for forecasting monthly industrial production?
Journal of Forecasting, 2004, 23, (2), 77-88 View citations (6)
- Fifty years since Koyck (1954)*
Statistica Neerlandica, 2004, 58, (4), 381-387 View citations (2)
- Forecasting economic and financial time-series with non-linear models
International Journal of Forecasting, 2004, 20, (2), 169-183 View citations (63)
See also Working Paper (2003)
- Forecasting unemployment using an autoregression with censored latent effects parameters
International Journal of Forecasting, 2004, 20, (2), 255-271 View citations (13)
- Generalizations of the KPSS‐test for stationarity
Statistica Neerlandica, 2004, 58, (4), 483-502 View citations (78)
- Modeling consideration sets and brand choice using artificial neural networks
European Journal of Operational Research, 2004, 154, (1), 206-217 View citations (4)
See also Working Paper (2001)
2003
- A note on monitoring time-varying parameters in an autoregression
Metrika: International Journal for Theoretical and Applied Statistics, 2003, 57, (1), 51-62 View citations (5)
- An Empirical Study of Cash Payments
Statistica Neerlandica, 2003, 57, (4), 484-508 View citations (8)
See also Working Paper (2002)
- Detecting seasonal unit roots in a structural time series model
Journal of Applied Statistics, 2003, 30, (4), 373-387 View citations (1)
- On SETAR non-linearity and forecasting
Journal of Forecasting, 2003, 22, (5), 359-375 View citations (31)
See also Working Paper (1999)
- Selecting a Nonlinear Time Series Model using Weighted Tests of Equal Forecast Accuracy*
Oxford Bulletin of Economics and Statistics, 2003, 65, (s1), 727-744 View citations (37)
See also Working Paper (2003)
- The diffusion of scientific publications: The case of Econometrica, 1987
Scientometrics, 2003, 56, (1), 29-42 View citations (10)
See also Working Paper (2002)
2002
- A nonlinear long memory model, with an application to US unemployment
Journal of Econometrics, 2002, 110, (2), 135-165 View citations (74)
- Constructing Seasonally Adjusted Data with Time‐varying Confidence Intervals
Oxford Bulletin of Economics and Statistics, 2002, 64, (5), 509-526 View citations (3)
See also Working Paper (2001)
- Editorial
Statistica Neerlandica, 2002, 56, (1), 1-1
- Estimating volatility on overlapping returns when returns are autocorrelated
Applied Mathematical Finance, 2002, 9, (3), 179-188 View citations (1)
- Financial volatility: an introduction
Journal of Applied Econometrics, 2002, 17, (5), 419-424 View citations (12)
- From first submission to citation: an empirical analysis
Statistica Neerlandica, 2002, 56, (4), 496-509 
See also Working Paper (2002)
- Inferring Transition Probabilities from Repeated Cross Sections
Political Analysis, 2002, 10, (2), 113-133 View citations (2)
- Inflation, forecast intervals and long memory regression models
International Journal of Forecasting, 2002, 18, (2), 243-264 View citations (41)
See also Working Paper (2001)
- Modelling and forecasting level shifts in absolute returns
Journal of Applied Econometrics, 2002, 17, (5), 601-616 View citations (10)
- On data transformations and evidence of nonlinearity
Computational Statistics & Data Analysis, 2002, 40, (3), 621-632 View citations (3)
See also Working Paper (1998)
- Ordered logit analysis for selectively sampled data
Computational Statistics & Data Analysis, 2002, 40, (3), 477-497 View citations (1)
See also Working Paper (1999)
- SMOOTH TRANSITION AUTOREGRESSIVE MODELS — A SURVEY OF RECENT DEVELOPMENTS
Econometric Reviews, 2002, 21, (1), 1-47 View citations (504)
See also Working Paper (2001)
2001
- Are living standards converging?
Structural Change and Economic Dynamics, 2001, 12, (2), 171-200 View citations (53)
- Editorial
Statistica Neerlandica, 2001, 55, (1), 1-1
- Estimating Transition Probabilities from a Time Series of Independent Cross Sections
Statistica Neerlandica, 2001, 55, (2), 249-262 View citations (4)
- Forecasting market shares from models for sales
International Journal of Forecasting, 2001, 17, (1), 121-128 View citations (5)
See also Working Paper (2000)
- How to deal with intercept and trend in practical cointegration analysis?
Applied Economics, 2001, 33, (5), 577-579 View citations (23)
See also Working Paper (1999)
- INTRODUCTION TO THE SPECIAL ISSUE: NONLINEAR MODELING OF MULTIVARIATE MACROECONOMIC RELATIONS
Macroeconomic Dynamics, 2001, 5, (4), 461-465 View citations (1)
- On forecasting cointegrated seasonal time series
International Journal of Forecasting, 2001, 17, (4), 607-621 View citations (7)
See also Working Paper (2000)
- Some comments on seasonal adjustment
Revista de Economía del Rosario, 2001 View citations (3)
2000
- A dynamic multinomial probit model for brand choice with different long-run and short-run effects of marketing-mix variables
Journal of Applied Econometrics, 2000, 15, (6), 717-744 View citations (25)
- Asymptotically perfect and relative convergence of productivity
Journal of Applied Econometrics, 2000, 15, (1), 59-81 View citations (130)
- Determining the order of differencing in seasonal time series processes
Econometrics Journal, 2000, 3, (2), 250-264 View citations (4)
See also Working Paper
- Forecasting the levels of vector autoregressive log-transformed time series
International Journal of Forecasting, 2000, 16, (1), 111-116 View citations (24)
See also Working Paper (1996)
- SETS, arbitrage activity, and stock price dynamics
Journal of Banking & Finance, 2000, 24, (8), 1289-1306 View citations (35)
See also Working Paper (1999)
- Seasonal Adjustment and the Business Cycle in Unemployment
Studies in Nonlinear Dynamics & Econometrics, 2000, 4, (2), 1-14 View citations (3)
See also Working Paper (1999)
- The Econometric Modelling of Financial Time Series: Second Edition, Terence C. Mills, (Cambridge: Cambridge University Press, 1999) 380 pages, Paperback; ISBN 0521-62492-4 ($27.95). Hardback: ISBN 0521-62413-4 ($80.00)
International Journal of Forecasting, 2000, 16, (3), 426-427
- Visualizing time-varying correlations across stock markets
Journal of Empirical Finance, 2000, 7, (2), 155-172 View citations (15)
1999
- Additive outliers, GARCH and forecasting volatility
International Journal of Forecasting, 1999, 15, (1), 1-9 View citations (96)
- Does Seasonality Influence the Dating of Business Cycle Turning Points?
Journal of Macroeconomics, 1999, 21, (1), 79-92 View citations (15)
- Forecasting long memory left-right political orientations
International Journal of Forecasting, 1999, 15, (2), 185-199 View citations (5)
- Forecasting power-transformed time series data
Journal of Applied Statistics, 1999, 26, (7), 807-815 View citations (6)
- Long memory and level shifts: Re-analyzing inflation rates
Empirical Economics, 1999, 24, (3), 427-449 View citations (98)
See also Working Paper (1998)
- Modeling Item Nonresponse in Questionnaires
Quality & Quantity: International Journal of Methodology, 1999, 33, (2), 203-213 View citations (2)
- Modeling Multiple Regimes in the Business Cycle
Macroeconomic Dynamics, 1999, 3, (3), 311-340 View citations (84)
See also Working Paper (1997)
- On the Role of Seasonal Intercepts in Seasonal Cointegration
Oxford Bulletin of Economics and Statistics, 1999, 61, (3), 409-433 View citations (18)
See also Working Paper (1998)
- On trends and constants in periodic autoregressions
Econometric Reviews, 1999, 18, (3), 271-286 View citations (15)
- Testing for ARCH in the Presence of Additive Outliers
Journal of Applied Econometrics, 1999, 14, (5), 539-62 View citations (83)
See also Working Paper (1996)
- Testing for Smooth Transition Nonlinearity in the Presence of Outliers
Journal of Business & Economic Statistics, 1999, 17, (2), 217-35 View citations (63)
See also Working Paper (1996)
1998
- A model selection strategy for time series with increasing seasonal variation
International Journal of Forecasting, 1998, 14, (3), 405-414 View citations (5)
- Cointegration Analysis of Seasonal Time Series
Journal of Economic Surveys, 1998, 12, (5), 651-678 View citations (22)
- Forecasting Exchange Rates Using Neural Networks for Technical Trading Rules
Studies in Nonlinear Dynamics & Econometrics, 1998, 2, (4), 1-8 View citations (16)
- Increasing seasonal variation; unit roots versus shifts in mean and trend
Applied Stochastic Models and Data Analysis, 1998, 14, (3), 255-261 View citations (1)
- Large data sets in finance and marketing: introduction by the special issue editor
Statistica Neerlandica, 1998, 52, (3), 255-257
- ON PHILLIPS–PERRON-TYPE TESTS FOR SEASONAL UNIT ROOTS
Econometric Theory, 1998, 14, (2), 200-221 View citations (21)
See also Working Paper (1996)
- On Seasonal Cycles, Unit Roots, And Mean Shifts
The Review of Economics and Statistics, 1998, 80, (2), 231-240 View citations (36)
- On the sensitivity of unit root inference to nonlinear data transformations
Economics Letters, 1998, 59, (1), 7-15 View citations (13)
- Outlier Detection in Cointegration Analysis
Journal of Business & Economic Statistics, 1998, 16, (4), 459-68 View citations (31)
- Outlier robust analysis of long-run marketing effects for weekly scanning data
Journal of Econometrics, 1998, 89, (1-2), 293-315 View citations (14)
- Testing for Unit Roots and Non‐linear Transformations
Journal of Time Series Analysis, 1998, 19, (2), 147-164 View citations (14)
1997
- A co-integration approach to forecasting freight rates in the dry bulk shipping sector
Transportation Research Part A: Policy and Practice, 1997, 31, (6), 447-458 View citations (29)
- A periodic long-memory model for quarterly UK inflation
International Journal of Forecasting, 1997, 13, (1), 117-126 View citations (35)
- Bayesian analysis of seasonal unit roots and seasonal mean shifts
Journal of Econometrics, 1997, 78, (2), 359-380 View citations (18)
See also Working Paper (1995)
- Critical values for unit root tests in seasonal time series
Journal of Applied Statistics, 1997, 24, (1), 25-48 View citations (71)
- Forecasting and seasonality
International Journal of Forecasting, 1997, 13, (3), 303-305 View citations (3)
- Impulse response functions for periodic integration
Economics Letters, 1997, 55, (1), 35-40 
See also Working Paper (1995)
- Mean shifts, unit roots and forecasting seasonal time series
International Journal of Forecasting, 1997, 13, (3), 357-368 View citations (18)
- Multiple unit roots in periodic autoregression
Journal of Econometrics, 1997, 80, (1), 167-193 View citations (14)
- On Periodic Correlations between Estimated Seasonal and Nonseasonal Components in German and U.S. Unemployment
Journal of Business & Economic Statistics, 1997, 15, (4), 470-81 View citations (12)
- Recognizing changing seasonal patterns using artificial neural networks
Journal of Econometrics, 1997, 81, (1), 273-280 View citations (15)
- Testing periodically integrated autoregressive models
Mathematics and Computers in Simulation (MATCOM), 1997, 43, (3), 457-465
- VOLATILITY TRANSMISSION AND PATTERNS IN BUND FUTURES
Journal of Financial Research, 1997, 20, (4), 459-482 View citations (9)
1996
- Recent Advances in Modelling Seasonality
Journal of Economic Surveys, 1996, 10, (3), 299-345 View citations (29)
- Temporal aggregation in a periodically integrated autoregressive process
Statistics & Probability Letters, 1996, 30, (3), 235-240 View citations (4)
See also Working Paper (1993)
- Testing for convergence in left-right ideological positions
Quality & Quantity: International Journal of Methodology, 1996, 30, (4), 345-359 View citations (1)
- UNIT ROOTS IN PERIODIC AUTOREGRESSIONS
Journal of Time Series Analysis, 1996, 17, (3), 221-245 View citations (54)
- Unit roots in the Nelson-Plosser data: Do they matter for forecasting?
International Journal of Forecasting, 1996, 12, (2), 283-288 View citations (9)
1995
- A periodic cointegration model of quarterly consumption
Applied Stochastic Models and Data Analysis, 1995, 11, (2), 159-166 View citations (3)
- IGARCH and variance change in the US long-run interest rate
Applied Economics Letters, 1995, 2, (4), 113-114 View citations (8)
- Moving average filters and periodic integration
Mathematics and Computers in Simulation (MATCOM), 1995, 39, (3), 245-249 View citations (1)
- Periodic Cointegration: Representation and Inference
The Review of Economics and Statistics, 1995, 77, (3), 436-54 View citations (25)
- Quarterly US Unemployment: Cycles, Seasons and Asymmetries
Empirical Economics, 1995, 20, (4), 717-25 View citations (9)
- Seasonality and Stochastic Trends in German Consumption and Income, 1960.1-1987.4
Empirical Economics, 1995, 20, (1), 109-32 View citations (3)
- Spurious deterministic seasonality
Economics Letters, 1995, 48, (3-4), 249-256 View citations (28)
- Testing for periodic integration
Economics Letters, 1995, 48, (3-4), 241-248 View citations (11)
- The effects of seasonally adjusting a periodic autoregressive process
Computational Statistics & Data Analysis, 1995, 19, (6), 683-704 View citations (5)
1994
- A multivariate approach to modeling univariate seasonal time series
Journal of Econometrics, 1994, 63, (1), 133-151 View citations (50)
- MODEL SELECTION IN PERIODIC AUTOREGRESSIONS
Oxford Bulletin of Economics and Statistics, 1994, 56, (4), 421-439 View citations (24)
Also in Oxford Bulletin of Economics and Statistics, 1994, 56, (4), 421-39 (1994) View citations (24)
- The Effects of Additive Outliers on Tests for Unit Roots and Cointegration
Journal of Business & Economic Statistics, 1994, 12, (4), 471-78 View citations (147)
1993
- A method to select between periodic cointegration and seasonal cointegration
Economics Letters, 1993, 41, (1), 7-10 View citations (3)
- A model selection procedure for time series with seasonality
Statistics & Probability Letters, 1993, 16, (4), 253-258 View citations (1)
- Periodic integration in quarterly UK macroeconomic variables
International Journal of Forecasting, 1993, 9, (4), 467-476 View citations (10)
1992
- A model selection test for an AR (1) versus an MA (1) model
Statistics & Probability Letters, 1992, 15, (4), 281-284 View citations (2)
- Dynamic Specification and Cointegration
Oxford Bulletin of Economics and Statistics, 1992, 54, (3), 369-81 View citations (46)
- Model adequacy and influential observations
Economics Letters, 1992, 38, (2), 133-137
- Modeling seasonality in bimonthly time series
Statistics & Probability Letters, 1992, 15, (5), 407-415 View citations (1)
- Testing for seasonality
Economics Letters, 1992, 38, (3), 259-262 View citations (4)
- The Norwegian Consumption Function: A Comment
Oxford Bulletin of Economics and Statistics, 1992, 54, (3), 455-59 View citations (1)
1991
- An empirical test for parities between metal prices at the LME
Journal of Futures Markets, 1991, 11, (6), 729-736 View citations (7)
See also Working Paper (1991)
- Moving average filters and unit roots
Economics Letters, 1991, 37, (4), 399-403 View citations (6)
- Seasonality, non-stationarity and the forecasting of monthly time series
International Journal of Forecasting, 1991, 7, (2), 199-208 View citations (78)
See also Working Paper (1990)
- The detection of observations possibly influential for model selection
Statistics & Probability Letters, 1991, 11, (4), 321-325
Books
2018
- Enjoyable Econometrics
Cambridge Books, Cambridge University Press
Also in Cambridge Books, Cambridge University Press (2018)
2014
- Expert Adjustments of Model Forecasts
Cambridge Books, Cambridge University Press View citations (14)
Also in Cambridge Books, Cambridge University Press (2014) View citations (15)
- Time Series Models for Business and Economic Forecasting
Cambridge Books, Cambridge University Press View citations (10)
Also in Cambridge Books, Cambridge University Press (2014) View citations (10)
2010
- Quantitative Models in Marketing Research
Cambridge Books, Cambridge University Press View citations (2)
Also in Cambridge Books, Cambridge University Press (2001) View citations (60)
2004
- Econometric Methods with Applications in Business and Economics
OUP Catalogue, Oxford University Press View citations (124)
- Periodic Time Series Models
OUP Catalogue, Oxford University Press View citations (95)
2002
- A Concise Introduction to Econometrics
Cambridge Books, Cambridge University Press View citations (14)
Also in Cambridge Books, Cambridge University Press (2002) View citations (14)
2000
- Non-Linear Time Series Models in Empirical Finance
Cambridge Books, Cambridge University Press View citations (288)
Also in Cambridge Books, Cambridge University Press (2000) View citations (288)
1996
- Periodicity and Stochastic Trends in Economic Time Series
OUP Catalogue, Oxford University Press View citations (106)
Chapters
2011
- GARCH, Outliers, and Forecasting Volatility
Palgrave Macmillan View citations (2)
2008
- FORECASTING SEASONAL TIME SERIES
Chapter 3 in Econometric Forecasting And High-Frequency Data Analysis, 2008, pp 93-130 View citations (1)
- Time-Series Models in Marketing
Springer View citations (3)
See also Working Paper (2006)
2006
- Forecasting in Marketing
Elsevier View citations (4)
See also Working Paper (2004)
Editor
- Statistica Neerlandica
Netherlands Society for Statistics and Operations Research
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